-14.4%
PCOR vs RRX
+33.6%
-48.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -2.5% |
| 7D | +22.7% | +7.5% | +15.2% | +18.0% |
| 30D | +37.5% | +3.0% | +34.5% | +34.0% |
| 3M | +35.2% | -5.3% | +40.5% | +35.8% |
| 6M | +42.2% | -26.6% | +68.9% | +53.9% |
| YTD | +3.6% | +21.2% | -17.6% | -20.7% |
| 1Y | -4.8% | +25.9% | -30.7% | -29.2% |
| 3Y | +48.3% | +71.7% | -23.4% | -16.5% |
| 5Y | -20.1% | +7.8% | -27.8% | -41.7% |
| All | -14.4% | +33.6% | -48.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling